+359.7%
APP vs VIK
+228.1%
+131.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | +0.9% | -3.0% | +3.9% | +2.9% |
| 30D | -23.3% | -20.7% | -2.5% | -11.5% |
| 3M | -42.6% | -4.6% | -38.0% | -41.6% |
| 6M | -33.6% | +14.0% | -47.6% | -41.5% |
| YTD | -52.4% | +20.2% | -72.6% | -59.6% |
| 1Y | -35.9% | +36.0% | -71.9% | -50.8% |
| All | +359.7% | +228.1% | +131.5% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling